S&P Health Care Select Sector 30% Delta Covered Call Index

Description

The S&P Health Care Select Sector 30% Delta Covered Call Index measures the performance of a long position in the Health Care Select Sector Index and a short position in a corresponding XLV monthly call option. The index selects the strike of the call option that has a delta closest to the target delta of 30% on the rebalance date.

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Characteristics


Constituents

Top 10 Constituents by Index Weight

Full Constituents ListFull Constituents List
  • Constituent
  • Symbol
  • Sector*


Sector Breakdown

Sector
Index Weight


Maturity Breakdown

Maturity Range
Index Weight


Rating Breakdown

Rating
Index Weight



CONTENT TYPE
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